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The fundamental lemma of the calculus of variations says that if $h\in L_{\mathrm{loc}}^1(\Omega )$ and $\int h\phi =0$ for every $\phi \in C_0^{\infty }(\Omega )$, then $h=0$ almost everywhere.

If $v_1,v_2$ both represent $D^{\alpha }u$, subtracting their defining identities gives $\int (v_1-v_2)\phi =0$ for every test function. The lemma gives $v_1=v_2$ almost everywhere, proving uniqueness. If $u\in C^1$, part (i) gives exactly the defining identity with $v={\partial }_{j}u$. Since this classical derivative is locally integrable, it is the unique weak derivative $D_{j}u$, up to equality almost everywhere.

Write $g=(g_1,\dots ,g_n)$ for the continuous representatives of the weak derivatives. Integrating the preceding identity over $B=B(0,1)$ givesThe first term converges to ${\int }_{B}u$ because $u_{\epsilon }\to u$ in $L^1$. For fixed $x$, all segments in the second term lie in a compact set. Continuity of $g$ implies ${\rho }_{\epsilon }\ast g\to g$ uniformly on that set. Hence every $x$ has the finite limitThe same argument is uniform for $x$ in any fixed compact set: all the segments then lie in a common compact set. Thus $u_{\epsilon }\to U$ locally uniformly, so $U$ is continuous; the local $L^1$ convergence also gives $U=u$ almost everywhere.

Passing to the limit in the segment identity, and taking its endpoints to be $x$ and $x+h$, givesTherefore $U$ is differentiable with continuous gradient $g$: $\boxed{U\in C^1,U=u\text{ almost everywhere},\nabla U=g}$. This is the continuous weak gradient gives a C1 representative criterion.

Introduce coordinates $s=x+y$, $t=x-y$, so $dxdy=\frac{1}{2}dsdt$. For a test function $\phi (x,y)=\Phi (s,t)$,almost everywhere. HenceThe first derivative integrates to zero in $s$, and the second to zero in $t$, using compact support. Thus $\boxed{\mathrm{div}V=0}$ as a weak divergence. Geometrically, the jump across $x+y=0$ is $(1,-1)$, perpendicular to its normal $(1,1)$; there is no distributional flux concentrated on the interface.

A weak solution is $u\in H_0^1(\Omega )$ such thatLet $M_f=\Vert f{\Vert }_{\infty }$ and define the Nemytskii operator $N(v)=f\circ v$ on $L^2(\Omega )$. It satisfies $\Vert N(v){\Vert }_2\le M_f|\Omega {|}^{1/2}$. It is continuous in $L^2$: from any sequence $v_j\to v$ in $L^2$, every subsequence has a further subsequence converging almost everywhere; continuity and boundedness of $f$, followed by the dominated convergence theorem, give convergence of the corresponding $N(v_j)$ in $L^2$. This subsequence criterion proves continuity of the whole sequence.

For $h\in L^2$, the Lax-Milgram theorem defines the inverse Dirichlet solution map $Sh\in H_0^1$ by $\int \nabla (Sh)\cdot \nabla \phi =\int h\phi$. Testing with $Sh$ and using the Poincaré inequality yieldsThe Rellich-Kondrachov compactness theorem makes $S:L^2\to L^2$ compact. Therefore $T=S\circ N$ is a nonlinear compact operator and its image lies in the closed $L^2$ ball of radius $R=1+C_P^2{M}_f|\Omega {|}^{1/2}$. This ball is nonempty, closed, bounded and convex. The Schauder fixed-point theorem gives $u=Tu$. Since $Tu\in H_0^1$, its defining identity is exactly the required weak formulation. Thus a weak solution exists. This is the bounded semilinear Dirichlet existence theorem.

The displayed nonlinearity is singular at $s=-1$, so it cannot be used directly as the globally bounded function in part (b). On $s\ge 0$, however,Use nonnegative truncation of a semilinear source: define $F(s)=f(\max \{s,0\})$. This is continuous and bounded on all of $\mathbb{R}$, with $F\ge 1/2$. Part (b) gives a weak solution of $-\Delta u=F(u)$, $u\in H_0^1$.

The weak maximum principle in the needed form says that if $u\in H_0^1$ and $\int \nabla u\cdot \nabla \phi \ge 0$ for every nonnegative $\phi \in H_0^1$, then $u\ge 0$ almost everywhere. Here this also follows directly by testing with the negative part $u_{-}=\max \{-u,0\}\in H_0^1$:The Poincaré inequality gives $u_{-}=0$. Hence $u\ge 0$, $F(u)=f(u)$, and the denominator $1+u$ stays at least one almost everywhere. Thus the original equation has a nonnegative weak solution, with bounded right side.

The operator is well-defined in every dimension: $|\cos w|\le 1$ givesFor fixed $w$, its monotonicity condition isThus $\cos w\ge 0$ almost everywhere is sufficient. It is also necessary, by the positivity criterion for a scalar gradient form. Indeed, if the bounded coefficient $c=\cos w$ is negative on a set of positive measure, choose a Lebesgue point $x_0$ with $c(x_0)<0$ and a nonconstant compactly supported smooth $\psi$. Set $z_{\epsilon }(x)=\epsilon \psi ((x-x_0)/\epsilon )$, supported inside $\Omega$. Thencontradicting monotonicity. Therefore $\boxed{A(w,\cdot )\text{ is monotone exactly when }\cos w\ge 0\text{ almost everywhere}}$. In particular it is not monotone for every $w$: the admissible constant $w\equiv \pi$ makes it the negative Dirichlet form.

Put $G_N={\sum }_{n=1}^N|f_n|$. These are nonnegative measurable functions increasing to $G={\sum }_{n=1}^{\infty }|f_n|$, possibly initially with value infinity. Monotone convergence theorem givesAn infinite value on a set of positive measure would force an infinite integral. Thus $G$ is finite almost everywhere and, after setting it to zero on its null exceptional set if desired, is integrable.

Where $G$ is finite, the real series ${\sum }_n{f}_n$ is absolutely convergent. Define its sum to be $h$ there and zero on the exceptional null set. Measurability follows as an almost-everywhere limit of partial sums, and $|h|\le G$ almost everywhere gives integrability. Every partial sum is dominated by $G$, so dominated convergence theorem yieldsIn fact the convergence is also in the integrable-function norm:

The monotone convergence theorem says that if $0\le f_n\uparrow f$ almost everywhere and the functions are measurable on a measure space, thenwith infinite integrals permitted. The limit is measurable after the usual modification on any exceptional null set.

The dominated convergence theorem says that if measurable functions $f_n$ converge almost everywhere to $f$ and satisfy $|f_n|\le g$ almost everywhere for an integrable nonnegative function $g$, then $f$ is integrable andThe theorem applies equally to real or complex functions. In particular domination must be by one fixed Lebesgue integrable function, rather than by a different bound for each $n$.

Fubini's theorem for the product of two sigma-finite measure spaces states that an integrable measurable function on the product has integrable sections almost everywhere, the section integrals define Lebesgue integrable functions, and both iterated integrals equal the product integral. The integrability hypothesis is absolute integrability. For nonnegative measurable functions, Tonelli's theorem gives equality of the possibly infinite product and iterated integrals without first assuming finiteness.

The displayed function is not Lebesgue integrable. Its value at the origin can be assigned arbitrarily, since a point is a null set. On $0<x<1$ and $0<y<x/2$,Consequently Tonelli's theorem gives the divergent lower boundThe signed iterated integrals illustrate why the hypothesis matters. For $x>0$, $f(x,y)={\partial }_y[y/(x+y{)}^2]$, so integration first in $y$ and then in $x$ gives $1/2$. Integrating first in $x$ gives $-1/2$, using $f(x,y)=-{\partial }_x[x/(x+y{)}^2]$. Exceptional boundary sections have measure zero. Thus finite iterated values do not establish product integrability.

Independence means $\mathrm{Pr}(X\in A,Y\in B)=\mathrm{Pr}(X\in A)\mathrm{Pr}(Y\in B)$ for all Borel sets $A,B$. For variables with a joint density this is equivalent to factorization of that density into the two marginal densities almost everywhere.

The inverse transformation is $x=uv$, $y=(1-u)v$, on $0<u<1$, $v>0$. Its absolute Jacobian determinant is $v$. Multiplying the independent gamma densities by it givesThe density is zero outside that support. Integrating in $v$ with the gamma integral givesIt is a beta density. Its normalization also proves the beta integral ${\int }_0^1{u}^{\alpha -1}(1-u{)}^{\beta -1}du=\Gamma (\alpha )\Gamma (\beta )/\Gamma (\alpha +\beta )$. The joint density consequently factors as this normalized beta density timesThus $V$ is gamma with shape $\alpha +\beta$ and rate $\lambda$, and $U,V$ are independent.

Finally $X=UV$. All relevant first moments are finite, and independence gives $\mathbb{E}X=\mathbb{E}U\mathbb{E}V$, while $\mathbb{E}V=\mathbb{E}X+\mathbb{E}Y>0$. HenceThis identity follows from the particular beta-gamma independence here; a general ratio of random variables would not permit moving expectation through division.

A property holds almost everywhere when its exceptional set, where the property fails, is a null set. The exceptional set need not be empty or countable.

The relation is reflexive because the exceptional set for $f=f$ is empty, and symmetric because the exceptional sets for $f=g$ and $g=f$ agree. If $f=g$ off a null set $N_1$ and $g=h$ off a null set $N_2$, then $f=h$ off $N_1\cup N_2$, which is null by part (b). Hence it is transitive as well, so equality almost everywhere is an equivalence relation.

Let $N$ be the vector subspace of integrable functions that vanish almost everywhere. The Lebesgue space is the quotient vector space $L^1(\mathbb{R})={\mathcal{L}}^1(\mathbb{R})/N$: its elements are equivalence classes of functions equal almost everywhere. Addition and scalar multiplication are $[f]+[g]=[f+g]$ and $c[f]=[cf]$.

Set $\Vert [f]{\Vert }_1=\int |f|$. This is well-defined because replacing $f$ by an equal-almost-everywhere representative does not change the integral. It is nonnegative, homogeneous, and obeys the triangle inequality by $|f+g|\le |f|+|g|$. Part (i) says its only zero element is the zero class. Hence it is a norm on $L^1$.

Exactly those integrable functions that vanish almost everywhere:Thus this expression is a seminorm on actual functions, becoming a norm after the quotient in part (ii).

A property holds almost everywhere when its exceptional set, where the property fails, is a null set. The exceptional set need not be empty or countable.

The relation is reflexive because the exceptional set for $f=f$ is empty, and symmetric because the exceptional sets for $f=g$ and $g=f$ agree. If $f=g$ off a null set $N_1$ and $g=h$ off a null set $N_2$, then $f=h$ off $N_1\cup N_2$, which is null by part (b). Hence it is transitive as well, so equality almost everywhere is an equivalence relation.

Let $N$ be the vector subspace of integrable functions that vanish almost everywhere. The Lebesgue space is the quotient vector space $L^1(\mathbb{R})={\mathcal{L}}^1(\mathbb{R})/N$: its elements are equivalence classes of functions equal almost everywhere. Addition and scalar multiplication are $[f]+[g]=[f+g]$ and $c[f]=[cf]$.

Set $\Vert [f]{\Vert }_1=\int |f|$. This is well-defined because replacing $f$ by an equal-almost-everywhere representative does not change the integral. It is nonnegative, homogeneous, and obeys the triangle inequality by $|f+g|\le |f|+|g|$. Part (i) says its only zero element is the zero class. Hence it is a norm on $L^1$.

Exactly those integrable functions that vanish almost everywhere:Thus this expression is a seminorm on actual functions, becoming a norm after the quotient in part (ii).

A continuous embedding $X\hookrightarrow Y$ is an injective continuous linear inclusion, so $\Vert x{\Vert }_Y\le C\Vert x{\Vert }_X$ for a fixed constant. On a finite-measure domain, Holder inequality giveswith $1/\infty =0$. For finite $p>q$ apply Holder inequality to $|u{|}^q\cdot 1$ with exponents $p/q$ and $p/(p-q)$; equality of exponents is immediate, and $p=\infty$ follows by integrating the supremum bound.

Weak convergence $u_j\rightharpoonup u$ means $\ell (u_j)\to \ell (u)$ for every bounded linear functional $\ell \in X^{\ast }$. The Riemann-Lebesgue lemma says that the Fourier transform of an integrable function tends to zero at high frequency. Since $L^2(0,1)\subset L^1(0,1)$, it makes $\cos (j\pi x)$ weakly null in $L^2$. Its absolute value is at most one, so $u_j{v}_j\in L^2$. For a test $\varphi \in L^2$,while $\int u_{j}v\varphi \to 0$ by the Riemann-Lebesgue lemma applied to $v\varphi \in L^1$. Hence $u_j{v}_j\rightharpoonup 0$. Taking $w_j=u_j=\cos (j\pi x)$ instead gives $u_j{w}_j=(1+\cos (2j\pi x))/2\rightharpoonup 1/2$, so two weakly null factors need not have a weakly null product.

For ${\bar{z}}_j=j^{1/p}{1}_{(0,1/j)}$ and $p^{\prime }=p/(p-1)$, Holder inequality givesThus ${\bar{z}}_j\rightharpoonup 0$ in $L^p$. In contrast, if $z_j$ had a weak $L^1$ limit $z$, testing on every interval strictly away from zero would give integral zero for $z$, hence $z=0$ almost everywhere by the permitted fact. Testing against the constant function one would give $\int z=1$, a contradiction. Therefore $z_j$ has no weak $L^1$ limit.

Choose a smooth compactly supported mollifier of integral one. On every compact subset of $\Omega$, and for sufficiently small $\epsilon$, each translated mollifier is an allowed test, so the assumption gives $w\ast {\rho }_{\epsilon }=0$. The standard mollifier approximation theorem gives $w\ast {\rho }_{\epsilon }\to w$ in local $L^1$. Thus $w=0$ almost everywhere.

For a multi-index $\alpha$, the weak derivative $v=D^{\alpha }u$ is the locally integrable function satisfyingTwo such functions have zero pairing difference against every test, so the first result proves uniqueness. A compactly supported smooth test on an open subset $E$ extends by zero to one on $\Omega$, proving restriction of the derivative to $E$.

Put $w=D^{\beta }u$. For every test $\varphi$ the defining identity applied to $D^{\alpha }\varphi$ givesThus these two distributions are identical; one is represented by a locally integrable function if and only if the other is. Their weak derivatives then agree, proving $D^{\alpha }(D^{\beta }u)=D^{\alpha +\beta }u$ with exactly the asserted existence equivalence.

On $(0,2)$ the displayed piecewise affine function is continuous at one. Integration by parts separately on the two intervals shows its first weak derivative is one on $(0,1)$ and minus one on $(1,2)$; the first boundary terms cancel by continuity. The derivative of that step function is $-2{\delta }_1$. This distribution is not represented by a locally integrable function: tests of height one supported in shrinking neighborhoods of one have pairing $-2$ with it, whereas their integrals against any fixed local $L^1$ function tend to zero. Hence there is a first weak derivative but no locally integrable second weak derivative.